TLT5.L vs. ^TYX

Last updated Jun 6, 2026

TLT5.L (Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities) is Leveraged Bonds fund actively managed by Leverage Shares, while ^TYX (Treasury Yield 30 Years) is an index.

Performance

TLT5.L vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities (TLT5.L) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TLT5.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^TYX

• 1D: 0.42%
• 1M: 1.13%
• YTD: 3.29%
• 6M: 4.32%
• 1Y: 2.35%
• 3Y*: 8.87%
• 5Y*: 17.43%
• 10Y*: 7.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLT5.L vs. ^TYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^TYX

^TYX Risk / Return Rank: 20
^TYX Sharpe Ratio Rank: 21
^TYX Sortino Ratio Rank: 18
^TYX Omega Ratio Rank: 18
^TYX Calmar Ratio Rank: 20
^TYX Martin Ratio Rank: 21

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLT5.L vs. ^TYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities (TLT5.L) and Treasury Yield 30 Years (^TYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TLT5.L	^TYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.19	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.04	—

Drawdowns

Drawdown Indicators

	TLT5.L	^TYX	Difference
Max Drawdown Largest peak-to-trough decline	—	-93.84%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.55%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.86%	—
Current Drawdown Current decline from peak	—	-67.13%	—
Average Drawdown Average peak-to-trough decline	—	-56.71%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.42%	—

Volatility

Volatility by Period

	TLT5.L	^TYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.02%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.21%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	25.37%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	33.57%	—